+41.7%
ICE vs JHX
-27.7%
+69.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -2.4% | -6.3% | +3.9% | -1.7% |
| 30D | +4.0% | -7.7% | +11.8% | +4.9% |
| 3M | +13.7% | +19.2% | -5.5% | +11.3% |
| 6M | +0.9% | +38.3% | -37.3% | -3.3% |
| YTD | -2.1% | +37.2% | -39.3% | -6.5% |
| 1Y | -9.5% | +42.3% | -51.8% | -14.2% |
| 3Y | +42.1% | -4.4% | +46.5% | +35.0% |
| All | +41.7% | -27.7% | +69.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling